Here is my advice: (and I can roll a damn good joint..)
1) Practice
2) Buy yourself some decent papers. I like RAW, ROOR's, (which are both hard to find), and JOKER kingsize. You may want to start with kingsize papers (but use the same amount of weed) just so you have more room to work with.
3) Watch some videos on youtube to see the technique.
4) Learn that you actually have to "roll" the weed in between your thumb and index fingers to make it nice and tight before you roll the paper over. Save room on both ends. (esp. the left for the filter)
6) Use a small piece of thin cardboard paper for a roach/filter. Fold it back and forth 3-5 times and then roll it into a cylinder. Place it on the left side of the weed and make sure the paper covers it when you roll it.
7) Tuck the paper on the left under the filter and begin to slowly roll the joint by tucking in the next section of paper. Try to also push the weed down a little when you tuck it to make it tighter.
8.Roll the paper as tight as you can but make sure not to rip anything.
9) Lick it and stick the paper. Don't slober all over it.
10) Now you can grab some object (I use a thin chopstick..) and carefully pack the weed down in the open end. Make sure not to pack it too tight or it'll rip up there. You can roll the joint in between your fingers with the open end pointing up to move some of the packed weed down. Once it's packed, twist the top so it's closed.
11) Now take your pokin' object and VERY carefully push the filter further into the joint. You can also try rolling the joint in between your fingers to move the weed back to the top like before. Then push the filter in some more. Rip off the excess paper.
12) Once you get both ends as tight as you want them, you can make it EVEN tighter by rolling the whole joint in between your fingers (like you had to do in step 4) and then twisting the paper a little a licking it a little.
13) Lick the paper around the filter a little and press on it to make sure it's in there good
14) Trim the joint all up.
15) Tap the filter end on the table before you smoke it.
16) Light it up!